* AMPL Model by Hande Y. Benson * * Copyright (C) 2001 Princeton University * All Rights Reserved * * Permission to use, copy, modify, and distribute this software and * its documentation for any purpose and without fee is hereby * granted, provided that the above copyright notice appear in all * copies and that the copyright notice and this * permission notice appear in all supporting documentation. * Source: problem 14 in * J.J. More', B.S. Garbow and K.E. Hillstrom, * "Testing Unconstrained Optimization Software", * ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981. * See also Toint*27, Buckley*17 (p. 101), Conn, Gould, Toint*7 * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-V-0 $Set N 10000 Set I / i1*i%N% / ; Set Each_4(I) ; Each_4(I) = yes$(mod(ord(i),4) = 0 ) ; *var x{i in 1..10000} := if (i mod 2 == 1) then -3 else -1; Variable x[i] , f ; Equation Def_obj ; Def_obj.. f =e= sum{i$Each_4(I), (100*sqr(x[i-2]-sqr(x[i-3])) + sqr(1-x[i-3]) + 90*sqr(x[i]-sqr(x[i-1])) + sqr(1-x[i-1]) + 10*sqr(x[i-2]+x[i]-2) + 0.1*sqr(x[i-2]-x[i]) ) }; x.l[i] = -1 ; Model woods /all/ ; Solve woods using nlp minimazing f ; Display x.l ; Display f.l ;